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Increasing Generalized Correlation: A Definition and Some Economic Consequences

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Cited by:

  1. repec:kap:enreec:v:69:y:2018:i:2:d:10.1007_s10640-016-0104-5 is not listed on IDEAS
  2. Skander J. van den Heuvel, 2008. "Temporal risk aversion and asset prices," Finance and Economics Discussion Series 2008-37, Board of Governors of the Federal Reserve System (U.S.).
  3. Gravel, Nicolas & Moyes, Patrick, 2012. "Ethically robust comparisons of bidimensional distributions with an ordinal attribute," Journal of Economic Theory, Elsevier, vol. 147(4), pages 1384-1426.
  4. Maria Ana Lugo & Koen Decancq, 2009. "Measuring Inequality of Well-Being with a Correlation-Sensitive Multidimensional Gini Index," Economics Series Working Papers 459, University of Oxford, Department of Economics.
  5. Marcello D’Agostino & Valentino Dardanoni, 2009. "What’s so special about Euclidean distance?," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 33(2), pages 211-233, August.
  6. Croci Angelini, Elisabetta & Michelangeli, Alessandra, 2012. "Axiomatic measurement of multidimensional well-being inequality: Some distributional questions," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 41(5), pages 548-557.
  7. Dionne, Georges & Li, Jingyuan, 2014. "Comparative Ross risk aversion in the presence of mean dependent risks," Journal of Mathematical Economics, Elsevier, vol. 51(C), pages 128-135.
  8. Cheung, Stephen L., 2016. "Recent developments in the experimental elicitation of time preference," Journal of Behavioral and Experimental Finance, Elsevier, vol. 11(C), pages 1-8.
  9. Bernard, Carole & Rheinberger, Christoph & Treich, Nicolas, 2017. "Catastrophe Aversion and Risk Equity in an Interdependent World," TSE Working Papers 17-811, Toulouse School of Economics (TSE).
  10. repec:eee:reecon:v:72:y:2018:i:1:p:101-116 is not listed on IDEAS
  11. Koen Decancq, 2014. "Copula-based measurement of dependence between dimensions of well-being," Oxford Economic Papers, Oxford University Press, vol. 66(3), pages 681-701.
  12. Christoph Heinzel, 2014. "Term structure of discount rates under multivariate s-ordered consumption growth," Working Papers SMART - LERECO 14-01, INRA UMR SMART-LERECO.
  13. Xue, Minggao & Cheng, Wen, 2013. "Background risk, bivariate risk attitudes, and optimal prevention," Mathematical Social Sciences, Elsevier, vol. 66(3), pages 390-395.
  14. Rolf Aaberge & Andrea Brandolini, 2014. "Multidimensional poverty and inequality," Discussion Papers 792, Statistics Norway, Research Department.
  15. Marta_Cardin & Paola_Ferretti, 2004. "Some theory of bivariate risk attitude," Game Theory and Information 0411009, University Library of Munich, Germany.
  16. Decancq, Koen, 2012. "Elementary multivariate rearrangements and stochastic dominance on a Fréchet class," Journal of Economic Theory, Elsevier, vol. 147(4), pages 1450-1459.
  17. Denuit, Michel & Rey, Béatrice, 2010. "Prudence, temperance, edginess, and risk apportionment as decreasing sensitivity to detrimental changes," Mathematical Social Sciences, Elsevier, vol. 60(2), pages 137-143, September.
  18. Benoît Tarroux, 2015. "Comparing two-dimensional distributions: a questionnaire-experimental approach," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 44(1), pages 87-108, January.
  19. Michel Denuit & Louis Eeckhoudt & Mario Menegatti, 2011. "Correlated risks, bivariate utility and optimal choices," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 46(1), pages 39-54, January.
  20. Amir, Rabah & Lazzati, Natalia, 2016. "Endogenous information acquisition in Bayesian games with strategic complementarities," Journal of Economic Theory, Elsevier, vol. 163(C), pages 684-698.
  21. Gajdos, Thibault & Weymark, John A., 2012. "Introduction to inequality and risk," Journal of Economic Theory, Elsevier, vol. 147(4), pages 1313-1330.
  22. Sonne-Schmidt, Christoffer & Tarp, Finn & Peter, Lars, 2011. "Ordinal multidimensional inequality: theory and application to the 2x2 case," MPRA Paper 72838, University Library of Munich, Germany.
  23. Ilia Tsetlin & Robert L. Winkler, 2009. "Multiattribute Utility Satisfying a Preference for Combining Good with Bad," Management Science, INFORMS, vol. 55(12), pages 1942-1952, December.
  24. Gregor Dorfleitner & Michael Krapp, 2007. "On multiattributive risk aversion: some clarifying results," Review of Managerial Science, Springer, vol. 1(1), pages 47-63, April.
  25. Diego C. Nocetti, 2016. "Robust Comparative Statics of Risk Changes," Management Science, INFORMS, vol. 62(5), pages 1381-1392, May.
  26. D'Agostino, Marcello & Dardanoni, Valentino, 2009. "The measurement of rank mobility," Journal of Economic Theory, Elsevier, vol. 144(4), pages 1783-1803, July.
  27. N. GRAVEL & Patrick MOYES (GREThA UMR CNRS 5113), 2008. "Bidimensional Inequalities with an Ordinal Variable," Cahiers du GREThA 2008-14, Groupe de Recherche en Economie Théorique et Appliquée.
  28. Y Malevergne & B Rey, 2010. "Preserving preference rankings under non-financial background risk," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 61(8), pages 1302-1308, August.
  29. Jokung, Octave, 2011. "Risk apportionment via bivariate stochastic dominance," Journal of Mathematical Economics, Elsevier, vol. 47(4-5), pages 448-452.
  30. Rolf Aaberge & Eugenio Peluso & Henrik Sigstad, 2015. "The dual approach for measuring. Multidimesional deprivation and poverty," Discussion Papers 820, Statistics Norway, Research Department.
  31. Michel Denuit & Rachel Huang & Larry Tzeng, 2015. "Almost expectation and excess dependence notions," Theory and Decision, Springer, vol. 79(3), pages 375-401, November.
  32. Meyer, Margaret & Strulovici, Bruno, 2012. "Increasing interdependence of multivariate distributions," Journal of Economic Theory, Elsevier, vol. 147(4), pages 1460-1489.
  33. Gollier, Christian, 2015. "Discounting, inequality and economic convergence," Journal of Environmental Economics and Management, Elsevier, vol. 69(C), pages 53-61.
  34. Antoine Bommier & François Grand, 2014. "Too risk averse to purchase insurance?," Journal of Risk and Uncertainty, Springer, vol. 48(2), pages 135-166, April.
  35. Michel Denuit & Louis Eeckhoudt, 2010. "Bivariate Stochastic Dominance and Substitute Risk-(In)dependent Utilities," Decision Analysis, INFORMS, vol. 7(3), pages 302-312, September.
  36. Ronny Aboudi & Dominique Thon, 1993. "Expected utility and the siegel paradox: A generalization," Journal of Economics, Springer, vol. 57(1), pages 69-93, February.
  37. Finkelshtain, Israel & Kella, Offer & Scarsini, Marco, 1999. "On risk aversion with two risks," Journal of Mathematical Economics, Elsevier, vol. 31(2), pages 239-250, March.
  38. Crainich, David & Eeckhoudt, Louis & Le Courtois, Olivier, 2017. "Health and portfolio choices: A diffidence approach," European Journal of Operational Research, Elsevier, vol. 259(1), pages 273-279.
  39. Cesar Calvo & Stefan Dercon, 2013. "Vulnerability to individual and aggregate poverty," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 41(4), pages 721-740, October.
  40. Thomas Eichner & Andreas Wagener, 2011. "Portfolio allocation and asset demand with mean-variance preferences," Theory and Decision, Springer, vol. 70(2), pages 179-193, February.
  41. Drichoutis, Andreas & Nayga, Rodolfo, 2013. "A reconciliation of time preference elicitation methods," MPRA Paper 46916, University Library of Munich, Germany, revised 12 May 2013.
  42. Michel Denuit & Béatrice Rey, 2014. "Benchmark values for higher order coefficients of relative risk aversion," Theory and Decision, Springer, vol. 76(1), pages 81-94, January.
  43. Christoffer Sonne-Schmidt & Finn Tarp & Lars Peter Østerdal, 2008. "Ordinal Comparison of Multidimensional Deprivation: theory and application," Discussion Papers 08-33, University of Copenhagen. Department of Economics.
  44. Yonatan Aumann, 2015. "A conceptual foundation for the theory of risk aversion," Discussion Paper Series dp686, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
  45. Malevergne, Y. & Rey, B., 2009. "On cross-risk vulnerability," Insurance: Mathematics and Economics, Elsevier, vol. 45(2), pages 224-229, October.
  46. Denuit, Michel & Rey, Béatrice, 2013. "Another look at risk apportionment," Journal of Mathematical Economics, Elsevier, vol. 49(4), pages 335-343.
  47. Hennessy, David A., 2000. "Corporate spin-offs, bankruptcy, investment, and the value of debt," Insurance: Mathematics and Economics, Elsevier, vol. 27(2), pages 229-235, October.
  48. Chu, Ba, 2011. "Recovering copulas from limited information and an application to asset allocation," Journal of Banking & Finance, Elsevier, vol. 35(7), pages 1824-1842, July.
  49. Hennessy, David A. & Lapan, Harvey E., 2006. "On the nature of certainty equivalent functionals," Journal of Mathematical Economics, Elsevier, vol. 43(1), pages 1-10, December.
  50. Louis Raymond Eeckhoudt & Elisa Pagani & Eugenio Peluso, 2017. "Multidimensional Risk Aversion: The Cardinal Sin," Working Papers 12/2017, University of Verona, Department of Economics.
  51. Hadar, Josef & Seo, Tae Kun, 1995. "Asset diversification in Yaari's dual theory," European Economic Review, Elsevier, vol. 39(6), pages 1171-1180, June.
  52. Martyna Kobus & Radoslaw Kurek, 2017. "Copula-based measurement of interdependence for discrete distributions," Working Papers 431, ECINEQ, Society for the Study of Economic Inequality.
  53. Christoffer Sonne-Schmidt & Finn Tarp & Lars Peter Østerdal, 2016. "Ordinal Bivariate Inequality: Concepts and Application to Child Deprivation in Mozambique," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 62(3), pages 559-573, September.
  54. Stéphane Zuber, 2011. "The aggregation of preferences: can we ignore the past?," Theory and Decision, Springer, vol. 70(3), pages 367-384, March.
  55. Athey, Susan & Levin, Jonathan, 2018. "The value of information in monotone decision problems," Research in Economics, Elsevier, vol. 72(1), pages 101-116.
  56. Louis Eeckhoudt & Béatrice Rey & Harris Schlesinger, 2007. "A Good Sign for Multivariate Risk Taking," Management Science, INFORMS, vol. 53(1), pages 117-124, January.
  57. repec:ebl:ecbull:v:4:y:2007:i:29:p:1-8 is not listed on IDEAS
  58. Arthur Charpentier & Alfred Galichon & Marc Henry, 2016. "Local Utility and Multivariate Risk Aversion," Mathematics of Operations Research, INFORMS, vol. 41(2), pages 466-476, May.
  59. Guo, Xu & Li, Jingyuan & Liu, Dongri & Wang, Jianli, 2016. "Preserving the Rothschild–Stiglitz type of increasing risk with background risk," Insurance: Mathematics and Economics, Elsevier, vol. 70(C), pages 144-149.
  60. Moyes, Patrick, 2012. "Comparisons of heterogeneous distributions and dominance criteria," Journal of Economic Theory, Elsevier, vol. 147(4), pages 1351-1383.
  61. Levy, Moshe & Levy, Haim, 2015. "Keeping up with the Joneses and optimal diversification," Journal of Banking & Finance, Elsevier, vol. 58(C), pages 29-38.
  62. Otso Massala & Ilia Tsetlin, 2015. "Search Before Trade-offs Are Known," Decision Analysis, INFORMS, vol. 12(3), pages 105-121.
  63. Christian Gollier, 2014. "Discounting and Growth," American Economic Review, American Economic Association, vol. 104(5), pages 534-537, May.
  64. Hugo A. Hopenhayn, 2014. "On the Measure of Distortions," NBER Working Papers 20404, National Bureau of Economic Research, Inc.
  65. Moyes, Patrick, 2013. "Rearrangements and sequential rank order dominance," Journal of Mathematical Economics, Elsevier, vol. 49(4), pages 278-290.
  66. Gollier, Christian, 2016. "Explaining rank-dependent utility with regret and rejoicing," IDEI Working Papers 863, Institut d'Économie Industrielle (IDEI), Toulouse.
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